相关论文: Federated UCBVI: Communication-Efficient Federated…

We consider the problem of online learning in Linear Quadratic Control systems whose state transition and state-action transition matrices $A$ and $B$ may be initially unknown. We devise an online learning algorithm and provide guarantees…

We study online fair division when there are a finite number of item types and the player values for the items are drawn randomly from distributions with unknown means. In this setting, a sequence of indivisible items arrives according to a…

In this paper, we consider the multi-armed bandit problem with high-dimensional features. First, we prove a minimax lower bound, $\mathcal{O}\big((\log d)^{\frac{\alpha+1}{2}}T^{\frac{1-\alpha}{2}}+\log T\big)$, for the cumulative regret,…

We initiate the study of a repeated principal-agent problem over a finite horizon $T$, where a principal sequentially interacts with $K\geq 2$ types of agents arriving in an adversarial order. At each round, the principal strategically…

Petabytes of data are generated each day by emerging Internet of Things (IoT), but only few of them can be finally collected and used for Machine Learning (ML) purposes due to the apprehension of data & privacy leakage, which seriously…

We study episodic reinforcement learning under unknown adversarial corruptions in both the rewards and the transition probabilities of the underlying system. We propose new algorithms which, compared to the existing results in (Lykouris et…

Upper Confidence Bound (UCB) method is arguably the most celebrated one used in online decision making with partial information feedback. Existing techniques for constructing confidence bounds are typically built upon various concentration…

We study distributed adversarial bandits, where $N$ agents cooperate to minimize the global average loss while observing only their own local losses. We show that the minimax regret for this problem is…

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

This paper investigates the challenges of optimal online policy learning under missing data. State-of-the-art algorithms implicitly assume that rewards are always observable. I show that when rewards are missing at random, the Upper…

Understanding and predicting the behavior of large-scale multi-agents in games remains a fundamental challenge in multi-agent systems. This paper examines the role of heterogeneity in equilibrium formation by analyzing how smooth…

In many real-world applications, it is hard to provide a reward signal in each step of a Reinforcement Learning (RL) process and more natural to give feedback when an episode ends. To this end, we study the recently proposed model of RL…

Heavy-tailed distributions naturally arise in several settings, from finance to telecommunications. While regret minimization under subgaussian or bounded rewards has been widely studied, learning with heavy-tailed distributions only gained…

We study an extension of standard bandit problem in which there are R layers of experts. Multi-layered experts make selections layer by layer and only the experts in the last layer can play arms. The goal of the learning policy is to…

We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…

Universal online learning aims to achieve optimal regret guarantees without requiring prior knowledge of the curvature of online functions. Existing methods have established minimax-optimal regret bounds for universal online learning, where…

We revisit multi-agent asynchronous online optimization with delays, where only one of the agents becomes active for making the decision at each round, and the corresponding feedback is received by all the agents after unknown delays.…

Federated optimization studies the problem of collaborative function optimization among multiple clients (e.g. mobile devices or organizations) under the coordination of a central server. Since the data is collected separately by each…

We study the reinforcement learning problem in the setting of finite-horizon episodic Markov Decision Processes (MDPs) with $S$ states, $A$ actions, and episode length $H$. We propose a model-free algorithm UCB-Advantage and prove that it…

Meta reinforcement learning sets a distribution over a set of tasks on which the agent can train at will, then is asked to learn an optimal policy for any test task efficiently. In this paper, we consider a finite set of tasks modeled…